Anic Equity¶

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Total return since start: 0.571 %¶

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Equity now: -----------------------------> 47987.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46592.77 Kr¶

PnL: ---------------------------------------> -295.8 Kr¶

DD now: ---------------------------------> -1.321 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:43:59.549524'

Anic Portfolio¶

Today¶

Return: 0.578 %¶

This Week¶

Return: 0.956 %¶

Total¶

Return: 57.099 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 0.170000 3109.600000 138.600000 4.670000 2971.000006
FM Mattsson Mora Group B 50 1.680000 3020.000000 93.000000 3.180000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.650000 431.200000 76.200000 21.460000 355.000000
Corem Property Group B 59 -2.050000 649.000000 72.000000 12.480000 576.999999
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 1.760000 555.800000 28.800000 5.460000 527.000000
Norva24 Group 16 4.900000 568.640000 25.640000 4.720000 543.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
Coor Service Management Hold. 8 1.460000 554.800000 22.800000 4.290000 532.000000
SAAB B 8 0.120000 3398.400000 21.400000 0.630000 3377.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 259.680000 13.680000 5.560000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
AcadeMedia 12 0.980000 566.160000 9.160000 1.640000 557.000004
Resurs Holding 22 0.380000 580.800000 6.800000 1.180000 573.999998
Securitas B 6 0.970000 574.920000 4.920000 0.860000 570.000000
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 0.210000 579.600000 2.600000 0.450000 577.000002
Swedbank A 3 1.310000 566.400000 2.400000 0.430000 564.000000
CTEK 13 2.160000 534.170000 0.170000 0.030000 533.999999
Handelsbanken A 5 -0.280000 542.500000 -3.500000 -0.640000 546.000000
Essity B 2 -1.690000 570.200000 -3.800000 -0.660000 574.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Essity A 4 -2.230000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.220000 3441.720000 -12.280000 -0.360000 3453.999992
International Petroleum Corp. 5 2.760000 558.000000 -36.570000 -6.150000 594.565215
Vivesto 1368 0.000000 558.960000 -54.040000 -8.820000 612.999432
Sampo Oyj SDB 7 -1.110000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 1.380000 3637.400000 -118.600000 -3.160000 3756.000001
OX2 18 0.710000 1524.600000 -139.400000 -8.380000 1663.999992
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46592.770000 -295.800000 -1.32063% 46888.564618

Updated:¶

'2023-01-18 16:44:12.186522'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶